In this case I just a bit extend your answer, that “An embedding is a big matrix that tells you how the words in a vocabulary are related to words that were used in training.”
So, do I understand correct, that features are conceptually near the same as words, that where used during a training to explain each word? Like “Man, Woman, King, Queen, Apple, Orange” in the screen.
Maybe this topic is connected a bit too to understand what are word embeddings.